Reg AB: Static Pool Survey and Structural Diagrams of Flow of Funds

Reg AB: Static Pool Survey and Structural Diagrams of Flow of Funds
Sponsor Original Pool Characteristics Performance Data
Morgan Stanley (RMBS)
Website: http://www.morganstanley.com/
institutional/abs_spi/
Performance Data: Monthly
Number of Transactions: 95
Prime/Alt-A
Subprime
Unafilliated Sponsor (IXIS)
Principal Balance ($)
Avg Loan Balance ($)
Sellers (Over 10%) Servicers (Over 10%)
Number of Loans
Distribution by Fixed/Floating (FRM, ARM, Short
Arm, 3/1 or 3/6, 5/1 or 5/6, 7/1 or 7/6, 10/1
or 10/6) (%)
IO %
IO Term Mths (WA)
Distribution by Current Mortgage Rate (%)
Non-Zero Margin % (WA)
Non-Zero Initial Cap % (WA)
Non-Zero Periodic Cap % (WA)
First Lien (%)
Second Lien (%)
Non-Zero FICO (WA), below 660, below 620
Original LTV (WA);>80;>90;>95%
Distribution by Doc Level (%)
Distribution by Occupancy Status (%)
Distribution by Loan Purpose (%)
State Concentration (> 5%) (%)
Prepay Penalty (%)
Stated Original Term (WA)
Stated Remaining Term (WA)
WALA (Mths)
Current Pool Factor
Delinquency Status MBA Methodology
(30+, 60+, 90+, 120+) (%)
Bankruptcy (%)
Foreclosure (%)
REO (%)
Cumulative Net Loss (%)
Loss Severity (%)
CPR (1-mo, 3-mo, 6-mo, 9-mo, Life)
7